+110.9%
DT vs MKTX
-48.0%
+158.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | +2.7% | +1.0% | +1.7% | +2.3% |
| 3M | +20.0% | +41.3% | -21.3% | +2.0% |
| 6M | +28.0% | -11.3% | +39.4% | +32.9% |
| YTD | +16.0% | -8.6% | +24.6% | +18.6% |
| 1Y | +0.7% | -11.1% | +11.8% | +3.8% |
| 3Y | +6.2% | -24.5% | +30.7% | +9.1% |
| 5Y | -28.1% | -61.4% | +33.3% | +2.9% |
| All | +110.9% | -48.0% | +158.9% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling